ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 122-270 123-140 0-190 0.5% 122-050
High 123-140 123-210 0-070 0.2% 123-270
Low 122-270 123-110 0-160 0.4% 122-050
Close 123-140 123-160 0-020 0.1% 123-140
Range 0-190 0-100 -0-090 -47.4% 1-220
ATR 0-202 0-195 -0-007 -3.6% 0-000
Volume 392 1,860 1,468 374.5% 4,340
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 124-140 124-090 123-215
R3 124-040 123-310 123-188
R2 123-260 123-260 123-178
R1 123-210 123-210 123-169 123-235
PP 123-160 123-160 123-160 123-172
S1 123-110 123-110 123-151 123-135
S2 123-060 123-060 123-142
S3 122-280 123-010 123-132
S4 122-180 122-230 123-105
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 128-067 127-163 124-117
R3 126-167 125-263 123-288
R2 124-267 124-267 123-239
R1 124-043 124-043 123-190 124-155
PP 123-047 123-047 123-047 123-102
S1 122-143 122-143 123-090 122-255
S2 121-147 121-147 123-041
S3 119-247 120-243 122-312
S4 118-027 119-023 122-163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-270 122-270 1-000 0.8% 0-184 0.5% 66% False False 959
10 123-270 120-200 3-070 2.6% 0-216 0.5% 89% False False 1,232
20 123-270 120-120 3-150 2.8% 0-184 0.5% 90% False False 1,246
40 123-270 120-030 3-240 3.0% 0-106 0.3% 91% False False 632
60 123-270 117-160 6-110 5.1% 0-070 0.2% 95% False False 422
80 123-270 115-280 7-310 6.5% 0-053 0.1% 96% False False 317
100 123-270 115-210 8-060 6.6% 0-042 0.1% 96% False False 254
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 124-315
2.618 124-152
1.618 124-052
1.000 123-310
0.618 123-272
HIGH 123-210
0.618 123-172
0.500 123-160
0.382 123-148
LOW 123-110
0.618 123-048
1.000 123-010
1.618 122-268
2.618 122-168
4.250 122-005
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 123-160 123-133
PP 123-160 123-107
S1 123-160 123-080

These figures are updated between 7pm and 10pm EST after a trading day.

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